-77.8%
SE vs UPST
-92.2%
+14.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -3.8% |
| 7D | -7.7% | -12.1% | +4.3% | -5.1% |
| 30D | -22.8% | -13.4% | -9.4% | -20.5% |
| 3M | -43.7% | -31.2% | -12.5% | -39.2% |
| 6M | -12.8% | -28.3% | +15.5% | -7.4% |
| YTD | -42.0% | -53.0% | +11.0% | -33.4% |
| 1Y | -48.0% | -47.2% | -0.8% | -42.1% |
| 3Y | +62.7% | -1.5% | +64.2% | +21.7% |
| 5Y | -77.8% | -91.6% | +13.8% | -73.9% |
| All | -77.8% | -92.2% | +14.4% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling